Since 2000 market conditions have varied greatly and included “The Lost Decade”, a period from 2000 through 2009 when US stocks did not produce positive absolute returns. How could alternatives have affected a portfolio? Slide the lever below the pie chart to see how they could have historically affected the return and volatility from July 2000 through December 2011 as measured by various indices. Of course, there is no guarantee that any investment will achieve its objectives, generate profits or avoid losses.
The Altegris 40 Index® started in July 2000; data is available back to 1990. There is no guarantee that any investment will achieve its objectives, generate profits or avoid losses. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS. Performance does not include fees, therefore returns for the portfolios would be lower due to impact of fees and expenses not included here. This is for illustrative purposes only and is not indicative of any investment. No assumptions should be made that similar asset allocations will be profitable, suitable, or perform as indicated above. Allocations and their percentages should change based on an individual investor’s needs. Chart total may not equal 100% due to rounding. Alternatives represented by equal weights of Barclay Global Macro Index and Altegris 40 Index® (started July 2000; data available back to 1990), rebalanced annually; US Stocks represented by S&P 500 TR Index; International Stocks represented by MSCI EAFE Index; US Bonds by Barclays Capital US Aggregate Bond Index. The referenced indices are shown for general market comparisons and are not meant to represent any Fund. Indices are not available for direct investment. As of December 2011. Source: Altegris.